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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+4.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$71.8B
AUM Growth
+$5.18B
Cap. Flow
+$3.03B
Cap. Flow %
4.21%
Top 10 Hldgs %
13.71%
Holding
3,930
New
159
Increased
1,864
Reduced
1,721
Closed
155

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$218M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$187M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$182M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$180M
5
UPS icon
United Parcel Service
UPS
+$158M

Top Sells

Rank Stock Value
1
AGN
Allergan plc
AGN
+$65.4M
2
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$58.7M
3
V icon
Visa
V
+$53.9M
4
PBR.A icon
Petrobras Class A
PBR.A
+$50.2M
5
IAU icon
iShares Gold Trust
IAU
+$47.2M

Sector Composition

Rank Sector Weight
1 Financials 14.69%
2 Technology 12.65%
3 Healthcare 11.05%
4 Industrials 9.6%
5 Consumer Discretionary 8.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LRMR icon
3251
Larimar Therapeutics
LRMR
$416M
$59K ﹤0.01%
1,542
+545
+55% +$22.1K
RSYS
3252
DELISTED
Radisys Corp
RSYS
$57K ﹤0.01%
12,834
+44
+0.3% +$201
NIHD
3253
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$56K ﹤0.01%
25,968
-160,754
-86% -$377K
JIVE
3254
DELISTED
Jive Software, Inc.
JIVE
$55K ﹤0.01%
12,628
+785
+7% +$3.18K
ISEE
3255
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$54K ﹤0.01%
11,091
-2,225
-17% -$66K
MCHX icon
3256
Marchex
MCHX
$79.7M
$53K ﹤0.01%
+20,098
New +$53.1K
TTNP
3257
DELISTED
Titan Pharmaceuticals
TTNP
$52K ﹤0.01%
4
+1
+33% +$16.8K
UTI icon
3258
Universal Technical Institute
UTI
$2.08B
$52K ﹤0.01%
17,720
-27,813
-61% -$64.2K
IMUX icon
3259
Immunic
IMUX
$182M
$49K ﹤0.01%
28
+1
+4% +$2.19K
NGD
3260
DELISTED
New Gold Inc
NGD
$49K ﹤0.01%
14,026
– –
LTS
3261
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$46K ﹤0.01%
18,827
+421
+2% +$979
PSG
3262
DELISTED
Performance Sports Group Ltd.
PSG
$44K ﹤0.01%
+29,537
New +$115K
RLGT icon
3263
Radiant Logistics
RLGT
$416M
$40K ﹤0.01%
+10,227
New +$33K
DRYS
3264
DELISTED
DryShips Inc. Common Stock
DRYS
$37K ﹤0.01%
+1
New +$57.3K
AGFS
3265
DELISTED
AgroFresh Solutions Inc
AGFS
$36K ﹤0.01%
+13,546
New +$50K
LEE icon
3266
Lee Enterprises
LEE
$166M
$35K ﹤0.01%
+1,211
New +$36.2K
ALR
3267
DELISTED
AlerisLife Inc
ALR
$34K ﹤0.01%
1,242
-12,833
-91% -$341K
DRNA
3268
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$34K ﹤0.01%
+11,796
New +$41.9K
EGIO
3269
DELISTED
Edgio, Inc. Common Stock
EGIO
$32K ﹤0.01%
313
-3,783
-92% -$321K
CBK
3270
DELISTED
Christopher & Banks Corporation
CBK
$29K ﹤0.01%
12,481
-42,699
-77% -$73.1K
GERN icon
3271
Geron
GERN
$911M
$28K ﹤0.01%
+13,497
New +$28.5K
VANI icon
3272
Vivani Medical
VANI
$110M
$24K ﹤0.01%
+511
New +$29.2K
NVAX icon
3273
Novavax
NVAX
$1.23B
$23K ﹤0.01%
928
-1,656
-64% -$48.3K
ORIG
3274
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$23K ﹤0.01%
+1
New +$12.5K
ALSK
3275
DELISTED
Alaska Communications Systems
ALSK
$19K ﹤0.01%
11,587
-3,533
-23% -$5.77K
129 130
131
132 133

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q4 2016 Portfolio in Review

As of Q4 2016, Parametric Portfolio Associates held 3,930 positions worth $71.8B, up 7.8% from $66.7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $3.03B of net new capital in Q4 2016, opening 159 new positions and adding to 1,864 existing holdings. Its largest new stake was Petrobras: 7,290,542 shares worth $73.7M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 13% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Allergan plc, an estimated $65.4M trimmed.

  • Parametric Portfolio Associates's largest Q4 2016 buy was Petrobras: 7,290,542 shares worth $73.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2016, an estimated $218M increase.
  • Parametric Portfolio Associates's biggest Q4 2016 reduction was Allergan plc, cutting an estimated $65.4M.
  • Parametric Portfolio Associates fully exited Ingram Micro in Q4 2016, selling an estimated $37.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $71.8B portfolio in Q4 2016.
  • Parametric Portfolio Associates opened 159 new positions and closed 155 in Q4 2016.
  • Parametric Portfolio Associates's portfolio value rose 7.8% quarter-over-quarter to $71.8B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2016, filed 14 Feb 2017.